+54.4%
PYPL vs KMI
+158.9%
-104.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | +6.5% | -6.5% | -2.2% |
| 30D | +5.7% | -3.4% | +9.1% | +6.7% |
| 3M | -1.9% | +0.4% | -2.3% | -2.6% |
| 6M | +31.8% | -0.9% | +32.8% | +31.1% |
| YTD | +2.4% | +20.5% | -18.1% | -6.1% |
| 1Y | -8.2% | +23.2% | -31.4% | -16.7% |
| 3Y | +10.2% | +121.6% | -111.4% | -22.0% |
| 5Y | -71.2% | +149.1% | -220.3% | -80.5% |
| All | +54.4% | +158.9% | -104.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling